Methoden vergleichen

	Pesaran CD-Test: Diagnostik für Querschnittsabhängigkeit in Paneldaten	Frees-Test auf Querschnittsabhängigkeit für Paneldaten
Fachgebiet	Ökonometrie	Ökonometrie
Familie	Hypothesis test	Hypothesis test
Entstehungsjahr	2021	1995
Urheber	M. Hashem Pesaran	Edward Frees
Typ	Non-parametric diagnostic test	Non-parametric panel diagnostic test
Wegweisende Quelle	Pesaran, M. H. (2021). General diagnostic tests for cross-sectional dependence in panels. Empirical Economics, 60(1), 13–50.	Frees, E. W. (1995). Assessing cross-sectional correlation in panel data. Journal of Econometrics, 69(2), 393–414.
Aliasnamen	CD Test, Cross-Sectional Dependence Test, Pesaran General CD Test, Kesitsel Bağımlılık Testi	Frees CD Test, Frees Q-statistic Test, Cross-Sectional Dependence Test (Frees), Frees Bağımlılık Testi
Verwandt	3	3
Zusammenfassung	The Pesaran CD test is a general diagnostic procedure for detecting cross-sectional dependence in panel data models. Developed by M. Hashem Pesaran (2021), it is applicable to both balanced and unbalanced panels with large N and T, and retains validity under heterogeneous slope coefficients. The test is widely adopted in empirical economics, finance, and political economy as a prerequisite check before selecting appropriate estimators or unit-root tests for panel datasets.	The Frees test, introduced by Edward Frees in 1995, is a non-parametric diagnostic procedure for detecting cross-sectional dependence in panel data. It is designed for settings where N (number of units) is large and T (time periods) is moderate, making it a standard pre-estimation check before applying panel regression methods that assume cross-sectional independence. Applied economists and social scientists routinely use it to verify whether units in the panel share common shocks or spatial linkages.